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SPYZ.DE vs. SC02.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

SPYZ.DE vs. SC02.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in SPDR MSCI Europe Financials UCITS ETF (SPYZ.DE) and Invesco European Financials Sector UCITS ETF (SC02.DE). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, SPYZ.DE achieves a 3.30% return, which is significantly higher than SC02.DE's 1.67% return. Over the past 10 years, SPYZ.DE has outperformed SC02.DE with an annualized return of 12.24%, while SC02.DE has yielded a comparatively lower 10.49% annualized return.


SPYZ.DE

1D
0.55%
1M
0.34%
YTD
3.30%
6M
10.26%
1Y
21.73%
3Y*
28.74%
5Y*
19.38%
10Y*
12.24%

SC02.DE

1D
1.84%
1M
0.07%
YTD
1.67%
6M
8.51%
1Y
3.83%
3Y*
16.32%
5Y*
8.30%
10Y*
10.49%
*Multi-year figures are annualized to reflect compound growth (CAGR)

SPYZ.DE vs. SC02.DE - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
SPYZ.DE
SPDR MSCI Europe Financials UCITS ETF
3.30%48.26%25.23%21.51%-2.51%28.19%-15.32%24.02%-19.59%12.30%
SC02.DE
Invesco European Financials Sector UCITS ETF
1.67%9.93%19.25%27.60%-20.74%24.60%6.09%46.54%-14.49%18.89%

Correlation

The correlation between SPYZ.DE and SC02.DE is 0.70, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.70

Correlation (3Y)
Calculated over the trailing 3-year period

0.76

Correlation (5Y)
Calculated over the trailing 5-year period

0.79

Correlation (10Y)
Calculated over the trailing 10-year period

0.78

Correlation (All Time)
Calculated using the full available price history since May 14, 2013

0.80

The correlation between SPYZ.DE and SC02.DE has been stable across timeframes, ranging from 0.70 to 0.80 - a consistent structural relationship.

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Return for Risk

SPYZ.DE vs. SC02.DE — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

SPYZ.DE
SPYZ.DE Risk / Return Rank: 3636
Overall Rank
SPYZ.DE Sharpe Ratio Rank: 3636
Sharpe Ratio Rank
SPYZ.DE Sortino Ratio Rank: 3636
Sortino Ratio Rank
SPYZ.DE Omega Ratio Rank: 3434
Omega Ratio Rank
SPYZ.DE Calmar Ratio Rank: 3737
Calmar Ratio Rank
SPYZ.DE Martin Ratio Rank: 4040
Martin Ratio Rank

SC02.DE
SC02.DE Risk / Return Rank: 1313
Overall Rank
SC02.DE Sharpe Ratio Rank: 1313
Sharpe Ratio Rank
SC02.DE Sortino Ratio Rank: 1212
Sortino Ratio Rank
SC02.DE Omega Ratio Rank: 1212
Omega Ratio Rank
SC02.DE Calmar Ratio Rank: 1313
Calmar Ratio Rank
SC02.DE Martin Ratio Rank: 1313
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

SPYZ.DE vs. SC02.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for SPDR MSCI Europe Financials UCITS ETF (SPYZ.DE) and Invesco European Financials Sector UCITS ETF (SC02.DE). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.


SPYZ.DESC02.DEDifference
Sharpe ratioReturn per unit of total volatility

+1.02

Sortino ratioReturn per unit of downside risk

+1.39

Omega ratioGain probability vs. loss probability

1.22

1.05

+0.17

Calmar ratioReturn relative to maximum drawdown

1.82

0.31

+1.50

Martin ratioReturn relative to average drawdown

6.13

0.86

+5.27

SPYZ.DE vs. SC02.DE - Sharpe Ratio Comparison

The current SPYZ.DE Sharpe Ratio is 1.26, which is higher than the SC02.DE Sharpe Ratio of 0.24. The chart below compares the historical Sharpe Ratios of SPYZ.DE and SC02.DE, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


SPYZ.DESC02.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.26

0.24

+1.02

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

1.02

0.43

+0.59

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.57

0.50

+0.07

Sharpe Ratio (All Time)

Calculated using the full available price history

0.47

0.55

-0.08

Drawdowns

SPYZ.DE vs. SC02.DE - Drawdown Comparison

The maximum SPYZ.DE drawdown since its inception was -45.16%, which is greater than SC02.DE's maximum drawdown of -42.86%. Use the drawdown chart below to compare losses from any high point for SPYZ.DE and SC02.DE.


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Drawdown Indicators


SPYZ.DESC02.DEDifference

Max Drawdown

Largest peak-to-trough decline

-45.16%

-42.86%

-2.30%

Max Drawdown (1Y)

Largest decline over 1 year

-12.28%

-12.17%

-0.11%

Max Drawdown (3Y)

Largest decline over 3 years

-16.91%

-19.17%

+2.26%

Max Drawdown (5Y)

Largest decline over 5 years

-23.17%

-29.68%

+6.51%

Max Drawdown (10Y)

Largest decline over 10 years

-45.16%

-42.86%

-2.30%

Current Drawdown

Current decline from peak

-2.74%

-3.42%

+0.68%

Average Drawdown

Average peak-to-trough decline

-9.57%

-8.06%

-1.51%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.65%

4.46%

-0.81%

Volatility

SPYZ.DE vs. SC02.DE - Volatility Comparison

SPDR MSCI Europe Financials UCITS ETF (SPYZ.DE) has a higher volatility of 5.19% compared to Invesco European Financials Sector UCITS ETF (SC02.DE) at 4.93%. This indicates that SPYZ.DE's price experiences larger fluctuations and is considered to be riskier than SC02.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


SPYZ.DESC02.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.19%

4.93%

+0.26%

Volatility (6M)

Calculated over the trailing 6-month period

14.37%

12.72%

+1.65%

Volatility (1Y)

Calculated over the trailing 1-year period

17.69%

15.92%

+1.77%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

18.75%

19.08%

-0.33%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

21.28%

20.65%

+0.63%

SPYZ.DE vs. SC02.DE - Expense Ratio Comparison

SPYZ.DE has a 0.18% expense ratio, which is lower than SC02.DE's 0.20% expense ratio. Despite the difference, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


Dividends

SPYZ.DE vs. SC02.DE - Dividend Comparison

Neither SPYZ.DE nor SC02.DE has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


SPYZ.DE and SC02.DE have a correlation of 0.70, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, SPYZ.DE is cheaper at 0.18% per year. The better choice depends on whether you care most about return, fees, risk, or income.

SPYZ.DE is cheaper with a 0.18% expense ratio, compared with 0.20% for SC02.DE.

SPYZ.DE tracks MSCI Europe Financials 20/35 Capped, while SC02.DE tracks STOXX® Europe 600 Optimised Financial Services. They also come from different issuers: State Street and Invesco. Their fees differ too: 0.18% for SPYZ.DE and 0.20% for SC02.DE.

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